Press Release

DBRS Discontinues Ratings on Interest Rate Swaps for 5 RMBS transactions

RMBS
January 18, 2012

DBRS has discontinued ratings on the following interest rate swap contracts due to expiry of the agreements:

--The interest rate swap between IXIS Real Estate Capital Supplemental Interest Trust 2006-HE3 and Natixis Financial Products, Inc., formerly rated AA (sf), is now rated Discontinued

--The interest rate swap between Supplemental Interest Trust, Lehman XS Trust Mortgage Pass-Through Certificates, Series 2006-17 and Natixis Financial Products, Inc., formerly rated AA (sf), is now rated Discontinued

--The interest rate swap between Supplemental Interest Trust, Lehman XS Trust Mortgage Pass-Through Certificates, Series 2006-20 and Natixis Financial Products, Inc., formerly rated A(high) (sf), is now rated Discontinued

--The interest rate swap between Supplemental Interest Trust, Lehman XS Trust Mortgage Pass-Through Certificates, Series 2006-7 and Natixis Financial Products, Inc., formerly rated AA (sf), is now rated Discontinued

--The interest rate swap between Supplemental Interest Trust, New Century Home Equity Loan Trust, Series 2005-C and Natixis Financial Products, Inc., formerly rated AAA (sf), is now rated Discontinued

Notes:
The applicable methodology is U.S. RMBS Surveillance, which can be found on our website under Methodologies.

Ratings

IXIS Real Estate Capital Supplemental Interest Trust 2006-HE3
  • Date Issued:Jan 18, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
Supplemental Interest Trust, Lehman XS Trust Mortgage Pass-Through Certificates, Series 2006-17
  • Date Issued:Jan 18, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
Supplemental Interest Trust, Lehman XS Trust Mortgage Pass-Through Certificates, Series 2006-20
  • Date Issued:Jan 18, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
Supplemental Interest Trust, Lehman XS Trust Mortgage Pass-Through Certificates, Series 2006-7
  • Date Issued:Jan 18, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
Supplemental Interest Trust, New Century Home Equity Loan Trust, Series 2005-C
  • Date Issued:Jan 18, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • US = Lead Analyst based in USA
  • CA = Lead Analyst based in Canada
  • EU = Lead Analyst based in EU
  • UK = Lead Analyst based in UK
  • E = EU endorsed
  • U = UK endorsed
  • Unsolicited Participating With Access
  • Unsolicited Participating Without Access
  • Unsolicited Non-participating

ALL MORNINGSTAR DBRS RATINGS ARE SUBJECT TO DISCLAIMERS AND CERTAIN LIMITATIONS. PLEASE READ THESE DISCLAIMERS AND LIMITATIONS AND ADDITIONAL INFORMATION REGARDING MORNINGSTAR DBRS RATINGS, INCLUDING DEFINITIONS, POLICIES, RATING SCALES AND METHODOLOGIES.

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